Adding atmospheric perspective to a scene using Cycles and HDRI
I think you want atmospheric lighting if I understand correctly. There is definitely atmospheric support for cycles. However, sun lamps do not work. Use a Point lamp, Spot lamp, or Area lamp. Also, make sure the strength is rather high. You should use Volume Scatter. If you want a mist effect, where objects fade away the further they get, you can try this tutorial. This will allow for less noisy and faster renders.